You connect to the recipient's server. It's nice that iCloud Mail automates this all for you (and is allowlisted), but you don't need an email provider to send email.
Let me know when you can telnet into gmail to send mail as an unauthenticated user to another gmail user. Let alone DMARC, SPF and other modern protections. The last time I could do what you describe was more than a decade ago.
